+868.6%
MSFT vs MA
+508.8%
+359.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.3% |
| 7D | -1.4% | -1.8% | +0.3% | -0.3% |
| 30D | -1.0% | +1.4% | -2.4% | -1.9% |
| 3M | +20.2% | +17.7% | +2.4% | +8.8% |
| 6M | +21.3% | +9.7% | +11.6% | +14.4% |
| YTD | +2.8% | +0.5% | +2.3% | +1.6% |
| 1Y | 0.0% | -2.1% | +2.0% | -0.1% |
| 3Y | +51.2% | +40.1% | +11.1% | +18.0% |
| 5Y | +71.4% | +67.5% | +3.9% | +16.6% |
| 10Y | +868.6% | +505.6% | +363.0% | +156.8% |
| All | +868.6% | +508.8% | +359.8% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling